+260.5%
CP vs QID
-99.0%
+359.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | +0.3% |
| 7D | +2.1% | -7.1% | +9.3% | +0.1% |
| 30D | +9.3% | +12.6% | -3.3% | +13.6% |
| 3M | +0.5% | +14.2% | -13.8% | +5.0% |
| 6M | +10.4% | +6.2% | +4.2% | +13.7% |
| YTD | +28.7% | -21.8% | +50.5% | +21.7% |
| 1Y | +33.2% | -23.1% | +56.3% | +25.5% |
| 3Y | +38.4% | -71.3% | +109.8% | +1.7% |
| 5Y | +26.2% | -77.0% | +103.2% | -3.0% |
| All | +260.5% | -99.0% | +359.5% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded QID wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling